Rio Tinto Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.46% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0359 | 18.36 | |
| 0.8503 | 111.86 | |
| 0.0677 | 17.80 | |
| 0.0183 | 4.15 | |
| 0.0348 | 4.51 | |
| 0.9593 | 106.61 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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